Have you forwarded the related ports?

I've been having the same problem too, and now that GameSpy is gone it seems impossible for the average person to play co-op.

You need to forward several UDP ports to your PC:
2300 - 2305
8766
27016

(Google if you don't know how to do it in your router.) If it still doesn't work just enter your friend's IP via the "Remote" button next to the "Join" button.

It works now, but that doesn't mean that this problem is natively fixed in the game. It is still something that should be fixed along with any other problems.

Forward UDP ports doesn't work to me. I need to play in LAN :/

Same issue too.
Port fowarding didn't help.

Cant host MP game (v.1.22.125300) http://forums.bistudio.com/showthread.php?179258-Cant-host-MP-game-(v-1-22-125300)

Same issue. I tried port forwarding, but without luck. When click "new" in the server list and I switch from lan to internet in the creation menu it appears an error: "please ensure your game has internet accessibility via the following network ports: 2302, 2303".